-80.9%
CLSK vs HST
+126.6%
-207.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +3.6% | +4.4% | +5.7% |
| 30D | -27.9% | +11.2% | -39.1% | -32.1% |
| 3M | -42.3% | +13.1% | -55.4% | -46.2% |
| 6M | -50.0% | +23.9% | -73.9% | -55.9% |
| YTD | -34.3% | +52.3% | -86.6% | -48.4% |
| 1Y | -44.5% | +56.7% | -101.2% | -57.3% |
| 3Y | +74.5% | +87.5% | -13.0% | +25.4% |
| 5Y | -69.0% | +82.8% | -151.7% | -76.3% |
| All | -80.9% | +126.6% | -207.5% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling